VIOLET V2a: V-TYPES domain layer + hypothesis properties + divergence reject-at-source
domain.py: refined scalar aliases (BarsHeld kills the bars_held=-106 UInt16 poison class by construction), DivergenceRow (DDL-shaped, frozen, extra=forbid), ExecDriverSettings (env boundary for the V2 driver; ttl override exists because the shared router clamps TTLs >= 0.5s), ExecGateReport schema, beartype 'typed' decorator with DOLPHIN_VIOLET_BEARTYPE=0 kill-switch. divergence.py: rows now parse through DivergenceRow before the sink — malformed rows die at the source with a rate-limited WARNING + counter, never at the head of the CH spool. Properties (hypothesis, derandomized): ExecutionRouter state machine (fill/retry mutual exclusion via pop-semantics, R1 exit escalation same trade_id, bounded retry chains, <=1 working ENTER), LatencyHistogram percentile laws (member-of-samples, monotone, extremes), DivergenceRow parse laws. 34 new tests; violet suite 64 green; router 77 green; zero shared-file edits. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
@@ -25,7 +25,10 @@ import time
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from dataclasses import dataclass
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from typing import Any, Callable, Dict, List, Optional
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from pydantic import ValidationError
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from .clock import PlaneClock, mono_ns
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from .domain import DivergenceRow
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LOGGER = logging.getLogger("violet.divergence")
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@@ -84,6 +87,7 @@ class FeedDivergenceMonitor:
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self._stream_task: Optional[asyncio.Task] = None
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self._rest_task: Optional[asyncio.Task] = None
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self.rows_emitted = 0
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self.rows_rejected = 0
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# ── venue side ───────────────────────────────────────────────────────────
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@@ -204,17 +208,29 @@ class FeedDivergenceMonitor:
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if (now - vm.mono) > self.venue_clock.staleness_budget_ns:
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continue
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divergence_bps = (vm.mid - scan_price) / scan_price * 1e4
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self.sink(self.table, {
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"ts": int(time.time() * 1000), # DateTime64(3)
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"session_id": self.session_id,
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"asset": key,
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"scan_price": scan_price,
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"venue_mid": vm.mid,
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"divergence_bps": divergence_bps,
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"scan_seq": int(scan_seq),
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"venue_seq": int(vm.seq),
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"mono_ns": int(now),
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})
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# V-TYPES: parse, don't validate — a malformed row dies here,
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# never at the head of the CH spool (the bars_held lesson).
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try:
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row = DivergenceRow(
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ts=int(time.time() * 1000), # DateTime64(3)
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session_id=self.session_id,
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asset=key,
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scan_price=scan_price,
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venue_mid=vm.mid,
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divergence_bps=divergence_bps,
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scan_seq=int(scan_seq),
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venue_seq=int(vm.seq),
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mono_ns=int(now),
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)
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except ValidationError as exc:
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self.rows_rejected += 1
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if self.rows_rejected == 1 or self.rows_rejected % 1000 == 0:
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self.logger.warning(
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"divergence row REJECTED at source (#%d) asset=%s: %s",
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self.rows_rejected, key, exc,
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)
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continue
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self.sink(self.table, row.model_dump())
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emitted += 1
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self.rows_emitted += emitted
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return emitted
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162
prod/clean_arch/violet/domain.py
Normal file
162
prod/clean_arch/violet/domain.py
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@@ -0,0 +1,162 @@
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"""VIOLET V-TYPES domain layer (Sprint 2, V2a).
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Doctrine: PARSE, DON'T VALIDATE. Raw ints/floats/strs never cross a module
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boundary; refined types are constructed once at ingress and construction
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failure is a loud reject at the source — never a poisoned row downstream.
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Motivating incident (2026-06-12): BLUE wrote ``bars_held=-106`` into a
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UInt16 ClickHouse column → the insert was rejected forever → an 18.7M-row
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spool jam → zombie trade resurrections booking fake losses. A negative
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bars_held was REPRESENTABLE in the code path at all; that is the defect
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class this module kills by construction (see ``BarsHeld``).
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Layers provided here:
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- refined scalar aliases (``Annotated[...]`` + pydantic ``Field`` ranges)
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reused by every violet boundary model;
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- boundary models: ``DivergenceRow`` (DDL-shaped, validated before any row
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reaches the CH spool), ``ExecDriverSettings`` (the env boundary of the V2
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exec driver), ``ExecGateReport`` (the V2 gate JSON schema);
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- the ``typed`` decorator: ``beartype`` runtime enforcement with the
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``DOLPHIN_VIOLET_BEARTYPE=0`` kill-switch (the V2 gate measures its
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latency cost before permanent adoption).
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"""
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from __future__ import annotations
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import os
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from typing import Annotated, Any, Dict, Optional
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from pydantic import BaseModel, ConfigDict, Field
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__all__ = [
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"typed",
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"MonoNs", "EpochMs", "Ms", "Bps", "Px", "Qty", "Seq",
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"BarsHeld", "TradeId", "SessionId", "Symbol",
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"StrictModel", "DivergenceRow", "ExecDriverSettings", "ExecGateReport",
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]
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# ── beartype kill-switch ──────────────────────────────────────────────────────
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# Evaluated at import: a process-level switch, not a per-call toggle. The V2
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# gate runs once per setting and records the latency delta in its report.
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def _beartype_enabled() -> bool:
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raw = os.environ.get("DOLPHIN_VIOLET_BEARTYPE", "1")
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return str(raw).strip().lower() not in ("0", "false", "no", "off")
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if _beartype_enabled():
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from beartype import beartype as typed
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else:
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def typed(fn): # type: ignore[misc] # identity when killed
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return fn
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# ── refined scalar aliases ────────────────────────────────────────────────────
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MonoNs = Annotated[int, Field(ge=0)]
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EpochMs = Annotated[int, Field(gt=0)]
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Ms = Annotated[float, Field(ge=0, allow_inf_nan=False)]
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Bps = Annotated[float, Field(allow_inf_nan=False)]
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Px = Annotated[float, Field(gt=0, allow_inf_nan=False)]
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Qty = Annotated[float, Field(ge=0, allow_inf_nan=False)]
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Seq = Annotated[int, Field(ge=0)]
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# UInt16 in ClickHouse — the bars_held=-106 incident type. 0..65535, period.
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BarsHeld = Annotated[int, Field(ge=0, le=65535)]
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TradeId = Annotated[str, Field(min_length=1, max_length=64)]
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SessionId = Annotated[str, Field(min_length=1, max_length=64)]
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Symbol = Annotated[str, Field(min_length=1, max_length=32, pattern=r"^[A-Z0-9\-_]+$")]
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class StrictModel(BaseModel):
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"""Frozen + extra=forbid: a violet boundary model is a contract, not a bag."""
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model_config = ConfigDict(frozen=True, extra="forbid")
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# ── boundary models ───────────────────────────────────────────────────────────
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class DivergenceRow(StrictModel):
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"""One ``dolphin_violet.violet_feed_divergence`` row.
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Field set MUST equal the DDL column set in
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``prod/clickhouse/violet/20_violet_feed_divergence.sql`` (asserted by
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test_violet_domain). Constructed in FeedDivergenceMonitor.on_scan before
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the sink — a malformed row dies here, not at the head of the CH spool.
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"""
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ts: EpochMs # DateTime64(3) — epoch milliseconds
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session_id: SessionId
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asset: Symbol
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scan_price: Px
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venue_mid: Px
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divergence_bps: Bps
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scan_seq: Seq
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venue_seq: Seq
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mono_ns: MonoNs
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class ExecDriverSettings(StrictModel):
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"""Env boundary of the V2 exec driver.
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``ttl_override_ms`` exists because the shared router clamps TTLs to
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>= 0.5 s (exec_router.py from_env [0.5, 300] + register_working
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``max(0.5, ttl_s)`` floor): the VIOLET driver is the timing authority
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and schedules ``min(plan.ttl_s, override)`` on its own DeadlineScheduler.
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``None`` (env value "plan") means honor plan.ttl_s verbatim.
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"""
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ttl_override_ms: Optional[Ms] = 100.0
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requote_hot_window_ns: MonoNs = 5_000_000_000 # mirrors pink_direct hot window
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resolve_grace_ms: Ms = 0.0
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@classmethod
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def from_env(cls, env: Optional[Dict[str, str]] = None) -> "ExecDriverSettings":
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"""Parse the DOLPHIN_VIOLET_EXEC_* env boundary. A malformed value
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raises at boot — loud reject at the source, never a silent default."""
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e: Any = os.environ if env is None else env
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raw_ttl = str(e.get("DOLPHIN_VIOLET_EXEC_TTL_MS", "100") or "100").strip().lower()
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ttl: Optional[float]
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ttl = None if raw_ttl in ("plan", "none", "off") else float(raw_ttl)
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hot_s = float(e.get("DOLPHIN_VIOLET_EXEC_REQUOTE_HOT_S", "5") or "5")
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grace = float(e.get("DOLPHIN_VIOLET_EXEC_RESOLVE_GRACE_MS", "0") or "0")
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return cls(
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ttl_override_ms=ttl,
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requote_hot_window_ns=int(hot_s * 1_000_000_000),
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resolve_grace_ms=grace,
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)
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def ttl_ms_for(self, plan_ttl_s: float) -> float:
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"""Effective deadline for one working order, in milliseconds.
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Taker plans carry ttl_s=0 (no TTL management) — but the driver only
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schedules deadlines for maker plans, so a 0 here means "override
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alone" rather than "instant".
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"""
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plan_ms = max(0.0, float(plan_ttl_s)) * 1000.0
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if self.ttl_override_ms is None:
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return plan_ms
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if plan_ms <= 0.0:
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return float(self.ttl_override_ms)
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return min(plan_ms, float(self.ttl_override_ms))
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class ExecGateReport(StrictModel):
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"""Schema for ``prod/VIOLET_dev/reports/violet_v2_exec_gate_*.json``."""
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generated_utc: str
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host: str
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script: Dict[str, Any]
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cycles: Seq
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scenarios: Dict[str, int]
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jitter: Dict[str, Any]
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ttl_resolution: Dict[str, Any]
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kernel_call: Dict[str, Any] = Field(default_factory=dict)
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early_fires: Seq
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stuck_orders: Seq
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pending_deadlines: Seq
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terminals_ok: bool
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accounting_ok: bool
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deterministic: bool
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beartype: Dict[str, Any] = Field(default_factory=dict)
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passed: bool
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175
prod/clean_arch/violet/test_violet_domain.py
Normal file
175
prod/clean_arch/violet/test_violet_domain.py
Normal file
@@ -0,0 +1,175 @@
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"""V2a: V-TYPES domain layer — refined types reject by construction."""
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from __future__ import annotations
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import importlib
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import math
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import re
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import sys
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from pathlib import Path
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sys.path.insert(0, "/mnt/dolphinng5_predict")
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import pytest
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from pydantic import TypeAdapter, ValidationError
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from prod.clean_arch.violet.domain import (
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BarsHeld,
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DivergenceRow,
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ExecDriverSettings,
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Px,
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Symbol,
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)
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DDL_PATH = Path(
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"/mnt/dolphinng5_predict/prod/clickhouse/violet/20_violet_feed_divergence.sql"
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)
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VALID_ROW = dict(
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ts=1_781_300_000_000, session_id="sess", asset="FETUSDT",
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scan_price=0.2176, venue_mid=0.1878, divergence_bps=-1369.49,
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scan_seq=1, venue_seq=7, mono_ns=123,
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)
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def test_bars_held_kills_the_incident():
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"""bars_held=-106 (the 2026-06-12 zombie-trades poison) must be
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UNREPRESENTABLE — and so must the UInt16 overflow side."""
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ta = TypeAdapter(BarsHeld)
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assert ta.validate_python(0) == 0
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assert ta.validate_python(65535) == 65535
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with pytest.raises(ValidationError):
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ta.validate_python(-106)
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with pytest.raises(ValidationError):
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ta.validate_python(65536)
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def test_px_rejects_nonfinite_and_nonpositive():
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ta = TypeAdapter(Px)
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assert ta.validate_python(0.2176) == 0.2176
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for bad in (0.0, -1.0, math.nan, math.inf, -math.inf):
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with pytest.raises(ValidationError):
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ta.validate_python(bad)
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def test_symbol_shape():
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ta = TypeAdapter(Symbol)
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assert ta.validate_python("BTCUSDT") == "BTCUSDT"
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assert ta.validate_python("1000PEPEUSDT") == "1000PEPEUSDT"
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assert ta.validate_python("BTC-USDT") == "BTC-USDT"
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for bad in ("", "btcusdt", "BTC USDT", "X" * 33):
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with pytest.raises(ValidationError):
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ta.validate_python(bad)
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def test_divergence_row_valid_and_frozen():
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row = DivergenceRow(**VALID_ROW)
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assert row.model_dump() == VALID_ROW # exact round-trip
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with pytest.raises(ValidationError):
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row.ts = 1 # frozen
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@pytest.mark.parametrize("field,bad", [
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("ts", 0), ("ts", -5),
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("session_id", ""),
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("asset", "fetusdt"),
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("scan_price", 0.0), ("scan_price", float("nan")),
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("venue_mid", float("inf")),
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("divergence_bps", float("nan")),
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("scan_seq", -1), ("venue_seq", -1), ("mono_ns", -1),
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])
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def test_divergence_row_rejects(field, bad):
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with pytest.raises(ValidationError):
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DivergenceRow(**{**VALID_ROW, field: bad})
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def test_divergence_row_forbids_extras():
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with pytest.raises(ValidationError):
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DivergenceRow(**VALID_ROW, bars_held=1)
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def test_divergence_row_fields_match_ddl_columns():
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cols = set(re.findall(r"`(\w+)`", DDL_PATH.read_text()))
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assert set(DivergenceRow.model_fields) == cols, (
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set(DivergenceRow.model_fields) ^ cols
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)
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def test_exec_settings_defaults_and_ttl_logic():
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s = ExecDriverSettings()
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assert s.ttl_override_ms == 100.0
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assert s.requote_hot_window_ns == 5_000_000_000
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# router maker plan (8s entry TTL) bows to the 100ms override
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assert s.ttl_ms_for(8.0) == 100.0
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# plan shorter than override wins
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assert ExecDriverSettings(ttl_override_ms=10_000.0).ttl_ms_for(5.0) == 5_000.0
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# taker ttl_s=0 → override alone
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assert s.ttl_ms_for(0.0) == 100.0
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# override disabled → plan verbatim
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p = ExecDriverSettings(ttl_override_ms=None)
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assert p.ttl_ms_for(8.0) == 8_000.0
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def test_exec_settings_from_env():
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s = ExecDriverSettings.from_env({"DOLPHIN_VIOLET_EXEC_TTL_MS": "250",
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"DOLPHIN_VIOLET_EXEC_REQUOTE_HOT_S": "2"})
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assert s.ttl_override_ms == 250.0
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assert s.requote_hot_window_ns == 2_000_000_000
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assert ExecDriverSettings.from_env(
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{"DOLPHIN_VIOLET_EXEC_TTL_MS": "plan"}).ttl_override_ms is None
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# malformed env value raises at boot — loud reject at the source
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with pytest.raises(ValueError):
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ExecDriverSettings.from_env({"DOLPHIN_VIOLET_EXEC_TTL_MS": "fast"})
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with pytest.raises(ValidationError):
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ExecDriverSettings.from_env({"DOLPHIN_VIOLET_EXEC_TTL_MS": "-100"})
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def test_typed_enforces_and_kill_switch(monkeypatch):
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import prod.clean_arch.violet.domain as domain
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@domain.typed
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def f(x: int) -> int:
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return x
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assert f(3) == 3
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with pytest.raises(Exception): # BeartypeCallHintParamViolation
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f("not-an-int")
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monkeypatch.setenv("DOLPHIN_VIOLET_BEARTYPE", "0")
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try:
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importlib.reload(domain)
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@domain.typed
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def g(x: int) -> int:
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return x
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assert g("passes-when-killed") == "passes-when-killed"
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finally:
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monkeypatch.delenv("DOLPHIN_VIOLET_BEARTYPE", raising=False)
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importlib.reload(domain)
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def test_divergence_monitor_rejects_at_source():
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"""End-to-end: a poisoned session_id means zero rows reach the sink and
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the reject counter advances — the spool never sees the row."""
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from types import SimpleNamespace
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from prod.clean_arch.violet.clock import PlaneClock
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from prod.clean_arch.violet.divergence import FeedDivergenceMonitor
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rows = []
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m = FeedDivergenceMonitor(
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sink=lambda t, r: rows.append(r),
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scan_clock=PlaneClock("scan", 12_000_000_000),
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venue_clock=PlaneClock("venue", 2_000_000_000),
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session_id="", # invalid by construction
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)
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m.on_venue_tick("BTC-USDT", 100.0, 100.0)
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m.on_scan(SimpleNamespace(scan_payload={"assets": ["BTCUSDT"],
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"asset_prices": [100.0]}))
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assert rows == []
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assert m.rows_rejected == 1
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assert m.rows_emitted == 0
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if __name__ == "__main__":
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raise SystemExit(pytest.main([__file__, "-v"]))
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241
prod/clean_arch/violet/test_violet_properties.py
Normal file
241
prod/clean_arch/violet/test_violet_properties.py
Normal file
@@ -0,0 +1,241 @@
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"""V2a: hypothesis property tests (V-TYPES doctrine).
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|
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Three targets, highest value first:
|
||||
1. ExecutionRouter state machine — the accounting-adjacent core: pop-
|
||||
semantics make fill-vs-retry mutually exclusive, EXITs are never
|
||||
suppressible by expiry, retry chains are bounded.
|
||||
2. LatencyHistogram.percentile_ns — the gate numbers themselves (the
|
||||
nearest-rank/banker's-rounding bug class is live in this codebase's
|
||||
history).
|
||||
3. DivergenceRow — NaN/inf/negative inputs always rejected; valid rows
|
||||
round-trip unchanged.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import math
|
||||
import sys
|
||||
|
||||
sys.path.insert(0, "/mnt/dolphinng5_predict")
|
||||
|
||||
import pytest
|
||||
from hypothesis import HealthCheck, given, settings, strategies as st
|
||||
from hypothesis.stateful import (
|
||||
RuleBasedStateMachine,
|
||||
initialize,
|
||||
invariant,
|
||||
precondition,
|
||||
rule,
|
||||
)
|
||||
from pydantic import ValidationError
|
||||
|
||||
from prod.clean_arch.dita_v2.exec_router import (
|
||||
ExecConfig,
|
||||
ExecutionRouter,
|
||||
MissAction,
|
||||
)
|
||||
from prod.clean_arch.violet.clock import LatencyHistogram
|
||||
from prod.clean_arch.violet.domain import DivergenceRow
|
||||
|
||||
|
||||
# ── 1. router state machine ───────────────────────────────────────────────────
|
||||
|
||||
class RouterMachine(RuleBasedStateMachine):
|
||||
"""Drives the REAL ExecutionRouter through plan/register/fill/cancel/
|
||||
expiry sequences with a fake clock, asserting the V2 driver's load-
|
||||
bearing invariants."""
|
||||
|
||||
@initialize(retries=st.integers(min_value=0, max_value=3),
|
||||
exhaust=st.sampled_from(["skip", "market"]))
|
||||
def setup(self, retries, exhaust):
|
||||
self.now = 1000.0
|
||||
self.cfg = ExecConfig(style="maker_both", entry_miss="retry",
|
||||
entry_retries=retries, retry_exhaust=exhaust)
|
||||
self.router = ExecutionRouter(self.cfg, clock=lambda: self.now)
|
||||
self.n = 0
|
||||
self.filled: set[str] = set()
|
||||
self.retried: set[str] = set() # trade_ids consumed by a retry
|
||||
self.retry_count: dict[str, int] = {} # base_trade_id → retries used
|
||||
|
||||
def _fresh_tid(self) -> str:
|
||||
self.n += 1
|
||||
return f"T{self.n:04d}"
|
||||
|
||||
@rule(px=st.floats(min_value=0.5, max_value=50_000, allow_nan=False))
|
||||
def plan_and_register_entry(self, px):
|
||||
tid = self._fresh_tid()
|
||||
plan = self.router.plan_entry(trade_id=tid, asset="BTCUSDT",
|
||||
position_side="SHORT", reference_price=px)
|
||||
if self.router.has_working_entry() and plan.suppress:
|
||||
return # R2: slot spoken for
|
||||
assert not plan.suppress
|
||||
if plan.is_maker:
|
||||
assert plan.sane() and plan.order_type == "LIMIT"
|
||||
self.router.register_working(trade_id=tid, asset="BTCUSDT",
|
||||
position_side="SHORT", plan=plan)
|
||||
|
||||
@rule(px=st.floats(min_value=0.5, max_value=50_000, allow_nan=False),
|
||||
reason=st.sampled_from(["TAKE_PROFIT", "STOP_LOSS", "MAX_HOLD",
|
||||
"CATASTROPHIC", "ADVSL"]))
|
||||
def plan_exit_never_stranded(self, px, reason):
|
||||
tid = self._fresh_tid()
|
||||
plan = self.router.plan_exit(trade_id=tid, asset="BTCUSDT",
|
||||
position_side="SHORT",
|
||||
reference_price=px, reason=reason)
|
||||
# RULE 1: with no same-trade working exit, an exit plan is never
|
||||
# suppressed — maker or MARKET, it reaches the venue.
|
||||
assert not plan.suppress
|
||||
assert plan.sane()
|
||||
if plan.is_maker:
|
||||
self.router.register_working(trade_id=tid, asset="BTCUSDT",
|
||||
position_side="SHORT", plan=plan)
|
||||
|
||||
@precondition(lambda self: self.router.working_orders())
|
||||
@rule(data=st.data())
|
||||
def fill_working(self, data):
|
||||
wo = data.draw(st.sampled_from(self.router.working_orders()))
|
||||
self.router.note_fill(wo.trade_id)
|
||||
assert wo.trade_id not in self.retried, \
|
||||
"a trade_id must never be both filled and retried"
|
||||
self.filled.add(wo.trade_id)
|
||||
assert self.router.working(wo.trade_id) is None # pop semantics
|
||||
|
||||
@precondition(lambda self: any(w.action == "ENTER"
|
||||
for w in self.router.working_orders()))
|
||||
@rule(data=st.data(),
|
||||
px=st.floats(min_value=0.5, max_value=50_000, allow_nan=False))
|
||||
def expire_entry_and_apply_miss_policy(self, data, px):
|
||||
entries = [w for w in self.router.working_orders() if w.action == "ENTER"]
|
||||
wo = data.draw(st.sampled_from(entries))
|
||||
self.now += 1000.0 # everything expires
|
||||
action = self.router.entry_miss_action(wo)
|
||||
self.router.note_cancel(wo.trade_id) # runtime cancelled the quote
|
||||
assert wo.trade_id not in self.filled, \
|
||||
"a filled trade must never reach the miss path (pop semantics)"
|
||||
if action == MissAction.RETRY:
|
||||
self.retried.add(wo.trade_id)
|
||||
used = self.retry_count.get(wo.base_trade_id, 0) + 1
|
||||
self.retry_count[wo.base_trade_id] = used
|
||||
assert used <= self.cfg.entry_retries, "retry chain must be bounded"
|
||||
new_tid, plan = self.router.retry_plan(wo, reference_price=px)
|
||||
assert new_tid == f"{wo.base_trade_id}-r{wo.retry_n + 1}"
|
||||
assert plan.action == "ENTER"
|
||||
if plan.is_maker and not self.router.has_working_entry():
|
||||
self.router.register_working(
|
||||
trade_id=new_tid, asset=wo.asset, position_side=wo.side,
|
||||
plan=plan, base_trade_id=wo.base_trade_id,
|
||||
retry_n=wo.retry_n + 1)
|
||||
elif action == MissAction.MARKET:
|
||||
new_tid, plan = self.router.market_fallback_plan(wo)
|
||||
assert new_tid == f"{wo.base_trade_id}-m" # ENTER → fresh lifecycle
|
||||
assert plan.action == "ENTER" and plan.order_type == "MARKET"
|
||||
else:
|
||||
assert action == MissAction.SKIP
|
||||
|
||||
@precondition(lambda self: any(w.action == "EXIT"
|
||||
for w in self.router.working_orders()))
|
||||
@rule(data=st.data())
|
||||
def expire_exit_escalates_market_same_trade(self, data):
|
||||
exits = [w for w in self.router.working_orders() if w.action == "EXIT"]
|
||||
wo = data.draw(st.sampled_from(exits))
|
||||
self.now += 1000.0
|
||||
new_tid, plan = self.router.market_fallback_plan(wo)
|
||||
# RULE 1: the MARKET escalation stays attached to the SAME trade.
|
||||
assert new_tid == wo.trade_id
|
||||
assert plan.action == "EXIT" and plan.order_type == "MARKET"
|
||||
assert not plan.suppress
|
||||
self.router.note_cancel(wo.trade_id)
|
||||
|
||||
@invariant()
|
||||
def registry_is_consistent(self):
|
||||
wos = self.router.working_orders()
|
||||
assert len({w.trade_id for w in wos}) == len(wos)
|
||||
for w in wos:
|
||||
assert w.retries_left >= 0
|
||||
assert w.trade_id not in self.filled # filled ⇒ popped, forever
|
||||
assert sum(1 for w in wos if w.action == "ENTER") <= 1 # R2
|
||||
|
||||
|
||||
# derandomize: the suite must be reproducible run-to-run (the V0/V2 gates
|
||||
# assert determinism elsewhere; a flaky property is worse than a fixed one).
|
||||
# Health checks are suppressed because rule preconditions legitimately
|
||||
# filter often and CPU contention during the full suite trips too_slow.
|
||||
RouterMachine.TestCase.settings = settings(
|
||||
max_examples=30, stateful_step_count=30, deadline=None,
|
||||
derandomize=True, suppress_health_check=list(HealthCheck))
|
||||
TestRouterMachine = RouterMachine.TestCase
|
||||
|
||||
|
||||
# ── 2. LatencyHistogram percentile laws ───────────────────────────────────────
|
||||
|
||||
@given(samples=st.lists(st.integers(min_value=0, max_value=10**12),
|
||||
min_size=1, max_size=500),
|
||||
p=st.floats(min_value=0.001, max_value=1.0))
|
||||
@settings(max_examples=150, deadline=None, derandomize=True,
|
||||
suppress_health_check=[HealthCheck.too_slow])
|
||||
def test_percentile_is_a_retained_sample(samples, p):
|
||||
h = LatencyHistogram("prop")
|
||||
for s in samples:
|
||||
h.record(s)
|
||||
assert h.percentile_ns(p) in samples
|
||||
|
||||
|
||||
@given(samples=st.lists(st.integers(min_value=0, max_value=10**12),
|
||||
min_size=1, max_size=500))
|
||||
@settings(max_examples=100, deadline=None, derandomize=True,
|
||||
suppress_health_check=[HealthCheck.too_slow])
|
||||
def test_percentile_monotone_and_extremes(samples):
|
||||
h = LatencyHistogram("prop")
|
||||
for s in samples:
|
||||
h.record(s)
|
||||
ps = [0.01, 0.25, 0.5, 0.9, 0.99, 0.999, 1.0]
|
||||
vals = [h.percentile_ns(p) for p in ps]
|
||||
assert vals == sorted(vals), "percentile must be monotone in p"
|
||||
assert vals[-1] == max(samples)
|
||||
assert h.percentile_ns(0.0000001) == min(samples)
|
||||
|
||||
|
||||
# ── 3. DivergenceRow parse laws ───────────────────────────────────────────────
|
||||
|
||||
_finite_px = st.floats(min_value=1e-9, max_value=1e9,
|
||||
allow_nan=False, allow_infinity=False)
|
||||
_any_float = st.floats(allow_nan=True, allow_infinity=True)
|
||||
|
||||
|
||||
@given(scan=_finite_px, mid=_finite_px,
|
||||
bps=st.floats(min_value=-1e6, max_value=1e6, allow_nan=False),
|
||||
sseq=st.integers(min_value=0, max_value=2**31),
|
||||
vseq=st.integers(min_value=0, max_value=2**31))
|
||||
@settings(max_examples=150, deadline=None, derandomize=True,
|
||||
suppress_health_check=[HealthCheck.too_slow])
|
||||
def test_valid_rows_round_trip(scan, mid, bps, sseq, vseq):
|
||||
src = dict(ts=1, session_id="s", asset="BTCUSDT", scan_price=scan,
|
||||
venue_mid=mid, divergence_bps=bps, scan_seq=sseq,
|
||||
venue_seq=vseq, mono_ns=0)
|
||||
assert DivergenceRow(**src).model_dump() == src
|
||||
|
||||
|
||||
@given(bad_px=_any_float)
|
||||
@settings(max_examples=150, deadline=None, derandomize=True,
|
||||
suppress_health_check=[HealthCheck.too_slow])
|
||||
def test_nonpositive_or_nonfinite_prices_always_rejected(bad_px):
|
||||
if math.isfinite(bad_px) and bad_px > 0:
|
||||
return # valid by definition
|
||||
with pytest.raises(ValidationError):
|
||||
DivergenceRow(ts=1, session_id="s", asset="BTCUSDT",
|
||||
scan_price=bad_px, venue_mid=1.0, divergence_bps=0.0,
|
||||
scan_seq=0, venue_seq=0, mono_ns=0)
|
||||
|
||||
|
||||
@given(seq=st.integers(max_value=-1))
|
||||
@settings(max_examples=50, deadline=None, derandomize=True,
|
||||
suppress_health_check=[HealthCheck.too_slow])
|
||||
def test_negative_seqs_always_rejected(seq):
|
||||
with pytest.raises(ValidationError):
|
||||
DivergenceRow(ts=1, session_id="s", asset="BTCUSDT",
|
||||
scan_price=1.0, venue_mid=1.0, divergence_bps=0.0,
|
||||
scan_seq=seq, venue_seq=0, mono_ns=0)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
raise SystemExit(pytest.main([__file__, "-v"]))
|
||||
Reference in New Issue
Block a user